| Trading Metrics calculated at close of trading on 05-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2023 |
05-May-2023 |
Change |
Change % |
Previous Week |
| Open |
2,071.0 |
2,075.4 |
4.4 |
0.2% |
2,019.1 |
| High |
2,102.2 |
2,080.3 |
-21.9 |
-1.0% |
2,102.2 |
| Low |
2,058.0 |
2,026.2 |
-31.8 |
-1.5% |
2,004.8 |
| Close |
2,075.0 |
2,044.2 |
-30.8 |
-1.5% |
2,044.2 |
| Range |
44.2 |
54.1 |
9.9 |
22.4% |
97.4 |
| ATR |
31.7 |
33.3 |
1.6 |
5.0% |
0.0 |
| Volume |
22,831 |
45,835 |
23,004 |
100.8% |
105,389 |
|
| Daily Pivots for day following 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,212.5 |
2,182.5 |
2,074.0 |
|
| R3 |
2,158.4 |
2,128.4 |
2,059.1 |
|
| R2 |
2,104.3 |
2,104.3 |
2,054.1 |
|
| R1 |
2,074.3 |
2,074.3 |
2,049.2 |
2,062.3 |
| PP |
2,050.2 |
2,050.2 |
2,050.2 |
2,044.2 |
| S1 |
2,020.2 |
2,020.2 |
2,039.2 |
2,008.2 |
| S2 |
1,996.1 |
1,996.1 |
2,034.3 |
|
| S3 |
1,942.0 |
1,966.1 |
2,029.3 |
|
| S4 |
1,887.9 |
1,912.0 |
2,014.4 |
|
|
| Weekly Pivots for week ending 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,342.6 |
2,290.8 |
2,097.8 |
|
| R3 |
2,245.2 |
2,193.4 |
2,071.0 |
|
| R2 |
2,147.8 |
2,147.8 |
2,062.1 |
|
| R1 |
2,096.0 |
2,096.0 |
2,053.1 |
2,121.9 |
| PP |
2,050.4 |
2,050.4 |
2,050.4 |
2,063.4 |
| S1 |
1,998.6 |
1,998.6 |
2,035.3 |
2,024.5 |
| S2 |
1,953.0 |
1,953.0 |
2,026.3 |
|
| S3 |
1,855.6 |
1,901.2 |
2,017.4 |
|
| S4 |
1,758.2 |
1,803.8 |
1,990.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,102.2 |
2,004.8 |
97.4 |
4.8% |
40.6 |
2.0% |
40% |
False |
False |
21,077 |
| 10 |
2,102.2 |
2,001.0 |
101.2 |
5.0% |
32.4 |
1.6% |
43% |
False |
False |
15,782 |
| 20 |
2,102.2 |
1,999.5 |
102.7 |
5.0% |
31.7 |
1.5% |
44% |
False |
False |
10,308 |
| 40 |
2,102.2 |
1,867.0 |
235.2 |
11.5% |
33.3 |
1.6% |
75% |
False |
False |
6,981 |
| 60 |
2,102.2 |
1,845.7 |
256.5 |
12.5% |
29.1 |
1.4% |
77% |
False |
False |
5,244 |
| 80 |
2,102.2 |
1,845.7 |
256.5 |
12.5% |
28.4 |
1.4% |
77% |
False |
False |
4,342 |
| 100 |
2,102.2 |
1,828.8 |
273.4 |
13.4% |
26.9 |
1.3% |
79% |
False |
False |
3,578 |
| 120 |
2,102.2 |
1,785.6 |
316.6 |
15.5% |
25.4 |
1.2% |
82% |
False |
False |
3,045 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,310.2 |
|
2.618 |
2,221.9 |
|
1.618 |
2,167.8 |
|
1.000 |
2,134.4 |
|
0.618 |
2,113.7 |
|
HIGH |
2,080.3 |
|
0.618 |
2,059.6 |
|
0.500 |
2,053.3 |
|
0.382 |
2,046.9 |
|
LOW |
2,026.2 |
|
0.618 |
1,992.8 |
|
1.000 |
1,972.1 |
|
1.618 |
1,938.7 |
|
2.618 |
1,884.6 |
|
4.250 |
1,796.3 |
|
|
| Fisher Pivots for day following 05-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,053.3 |
2,064.2 |
| PP |
2,050.2 |
2,057.5 |
| S1 |
2,047.2 |
2,050.9 |
|